Interactive output in blender
Rendering an animation will create a movie file(or a string of .pngs) which is not an interactive format. It sounds like you want to create an interactive application with the Blender Game engine.

To export a Blender Game (as an Windows exe or Mac app):


Create the game using the Blender Game engine(which can be selected in the render engine dropdown). I'm not going to explain how to create the game, but there are tons of resources available.
Enable the "Save Game as Runtime" addon.
Go to File > Export > Save Game as Runtime